> If two interrupts come that close, the second one is lost, isn't it?

Yes, but the faster you can detect a signal (and process later)
the fewer you'll lose, so the ISR would have to be as short as
possible.

If you absolutely want to guarantee never missing a signal you'll
need some form of sample and hold that needs to account for
the worst case - all four signals arriving simultaneously. The s&h
can be digital (eg monostable). Each signal has a s&h that will
flip as a flag that an event has happened. As soon as the s/w
has finished working on the previous event you can move on to
the new one. As the PIC is looking serially at dynamic parallel
signals I don't think you have much choice. The other option is
parallel processing. Assign each signal a (small) PIC of its own

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